+65.5%
AIG vs DECK
+753.0%
-687.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | -0.4% |
| 7D | +6.6% | +0.1% | +6.4% | +6.5% |
| 30D | +7.0% | +4.8% | +2.2% | +5.5% |
| 3M | +9.7% | -6.9% | +16.7% | +11.5% |
| 6M | +10.8% | -7.6% | +18.4% | +12.1% |
| YTD | -1.3% | -16.3% | +15.0% | +1.5% |
| 1Y | +8.4% | +4.5% | +3.9% | +4.5% |
| 3Y | +39.0% | -17.1% | +56.1% | +30.3% |
| 5Y | +59.6% | +21.9% | +37.7% | +24.6% |
| All | +65.5% | +753.0% | -687.5% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling